| 编号 |
发表论文 |
年份 |
| [161] |
] Z. Xu, X. F. Lai, *F. Wang，Andrew Lim, An improved approximation algorithm for the capacitated TSP with pickup and delivery on a tree，Networks，63(2)，2013，179-195，（SCI, SSCI, EI）。 |
2013 |
| [162] |
X. T. Cui., *S. S. Zhu, X. L. Sun, and D. Li，Nonlinear portfolio selection using approximate parametric Value-at-Risk，Journal of Banking & Finance，37，2013，2124-2139，（SSCI）。 |
2013 |
| [163] |
K. Fu, J. Xu, *Z. Miao，Newsvendor with multiple options of expediting，European Journal of Operational Research，226，2013，94-99，（SCI , SSCI , EI）。 |
2013 |
| [164] |
Y. Zeng, *Z. F. Li and H. L. Wu，Optimal portfolio selection in a Le’vy market with uncontrolled cash flow and only risky assets，International Journal of Control，86(3)，2013，426-437，（SCI , SSCI , EI）。 |
2013 |
| [165] |
Y. H. Huang, X. P. Guo and *Z. F. Li，Minimum risk probability for finite horizon semi-Markov decision processes，Journal of Mathematical Analysis and Applications，402，2013，378-391，（SCI）。 |
2013 |
| [166] |
Y. Zeng, *Z. F. Li, Y. Z. Lai，Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps，Insurance: Mathematics and Economics，52(3)，2013，498-507，（SCI , SSCI）。 |
2013 |
| [167] |
C. J. Li, *Z. F. Li, K. Fu, H. Q. Song，Time-consistent optimal portfolio strategy for asset-liability management under mean-variance criterion，Accounting and Finance Research，2(2)，2013，89-104。 |
2013 |
| [168] |
H. X. Yao, *Z. F. Li, Y. Z. Lai，Mean-CVaR portfolio selection: a nonparametric estimation framework，Computers & Operations Research，40，2013，1014-1022，（SCI , SSCI , EI）。 |
2013 |
| [169] |
Y. W. Li, *Z. F. Li，Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion，Insurance: Mathematics and Economics，53，2013，86-97，（SCI , SSCI）。 |
2013 |
| [170] |
Y. Zeng, *Z. F. Li，Optimal reinsurance-investment strategies for insurers under mean-CaR criteria，Journal of Industrial and Management Optimization，8(3)，2012，673-690，（SCI , SSCI）。 |
2012 |
| [171] |
Z. F. Li, *Y. Zeng and Y. Z. Lai，Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model，Insurance: Mathematics and Economics，51，2012，191-203，（SCI , SSCI）。 |
2012 |
| [172] |
A. L. Gu, X. P. Guo, *Z. F. Li, Y. Zeng，Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model，Insurance: Mathematics and Economics，51，2012，674-684，（SCI , SSCI）。 |
2012 |
| [173] |
*X. P. Guo, Y. H. Huang, X. Y. Song，Linear programming and constrained average optimality for general continuous-time Markov decision processes in history-dependent policies，SIAM Journal on Control and Optimization，50，2012，23-47，（SCI , EI）。 |
2012 |
| [174] |
Q. L. Liu, H. S. Tan, *X. P. Guo，Denumerable continuous-time Markov decision processes with multi-constraints on average costs，International Journal of Systems Science，43(3)，2012，576-585，（SCI , EI）。 |
2012 |
| [175] |
*X. P. Guo, Y. H. Huang, and X. Y. Song，Linear programming and constrained average optimality for general continuous-time Markov decision processes in history-dependent policies，SIAM Journal on Control and Optimization，50，2012，23-47，（SCI ,EI）。 |
2012 |
| [176] |
H. L. Wu and *Z. F. Li，Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow，Insurance: Mathematics and Economics，50，2012，371-384，（SCI , SSCI）。 |
2012 |
| [177] |
L. Zhang and *Z. F. Li，Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated，MathematicalProblems in Engineering，Vol. 2012，2012，1-17，（SCI , SSCI , EI）。 |
2012 |
| [178] |
C. J. Li and *Z. F. Li，Multi-period portfolio optimization for asset–liability management with bankrupt control，Applied Mathematics and Computation，218，2012，11196–11208，（SCI , SSCI , EI）。 |
2012 |
| [179] |
*J. Yang, Z. H. Yang, Y. G. Zhou，Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China，Journal of Futures Markets，32(2)，2012，99-121。 |
2012 |
| [180] |
Y. J. Xu, Y. Z. Lai, Y. Zeng，Optimal sensitivity simulation by Malliavin Calculus and quasi-Monte Carlo methods，2012 Fifth International Conference On Business Intelligence and Financial Engineering，，2012，，（EI）。 |
2012 |
